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Semiparametric estimation of a characteristic-based factor model of common stock returns

Gregory Connor () and Oliver Linton ()

Journal of Empirical Finance, 2007, vol. 14, issue 5, 694-717

Date: 2007
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Working Paper: Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns (2006) Downloads
Working Paper: Semiparametric estimation of a characteristic-based factor model of common stock returns (2006) Downloads
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Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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